-21.5%
PFE vs LDOS
+49.1%
-70.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -3.7% | -7.2% | +3.5% | -2.6% |
| 30D | +5.0% | +16.8% | -11.9% | +2.4% |
| 3M | +12.2% | -1.6% | +13.8% | +12.3% |
| 6M | +14.6% | -1.0% | +15.6% | +14.2% |
| YTD | +24.1% | -25.8% | +49.9% | +28.8% |
| 1Y | +26.6% | -31.1% | +57.7% | +33.0% |
| 3Y | +14.3% | +32.8% | -18.5% | +5.8% |
| All | -21.5% | +49.1% | -70.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling